Support for CMA-ES minimizer based on libcmaes#40

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beniz wants to merge 137 commits into

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Commits on May 5, 2014

Commits on May 6, 2014

Merge branch 'master' into cmaes4root_master
beniz
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fixed configure for root 6 with cmaes
beniz
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adding cmaes repository
beniz
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added cmaes plugin
Emmanuel Benazera
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first working auto-loaded cmaes
Emmanuel Benazera
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fixed cmaes wrapper + added likelihood gaussian fit to tutorial
Emmanuel Benazera
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connecting error estimates to cmaes wrapper
Emmanuel Benazera
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Commits on May 15, 2014

Merge branch 'master' into cmaes4root_master
Emmanuel Benazera
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libcmaes auto detection
Emmanuel Benazera
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default CMA-ES progress function set to no output
Emmanuel Benazera
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Commits on May 16, 2014

Merge branch 'master' into cmaes4root_master
Emmanuel Benazera
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added support for box-type constraints with CMA-ES
Emmanuel Benazera
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Commits on May 18, 2014

Merge branch 'master' into cmaes4root_master
Emmanuel Benazera
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Commits on May 19, 2014

Merge branch 'master' into cmaes4root_master
Emmanuel Benazera
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added support to multiple flavors of CMA-ES
Emmanuel Benazera
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added 1D histograms fitting benchmark for CMA-ES
Emmanuel Benazera
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fixed loading of libraries in CMA-ES tutorial hist fit
Emmanuel Benazera
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fixed status in libcmaes wrapper
Emmanuel Benazera
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Commits on May 20, 2014

fixed initialization of parameters with CMA-ES
Emmanuel Benazera
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added 2D bench for cmaes
Emmanuel Benazera
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added explanations to hist 1D fit for cmaes
Emmanuel Benazera
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Merge branch 'master' into cmaes4root_master
Emmanuel Benazera
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Commits on May 21, 2014

fixed parameters init for CMA-ES after refactoring of the libcmaes
Emmanuel Benazera
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provides error to true in CMAESMinimizer.h + preparing for fixed parameters
Emmanuel Benazera
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Commits on May 23, 2014

Merge branch 'master' into cmaes4root_master
Emmanuel Benazera
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Commits on May 26, 2014

Merge branch 'master' into cmaes4root_master
Emmanuel Benazera
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set default sigma0 for CMA-ES as the max step size across parameters
Emmanuel Benazera
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fixed multiple loading of external lib in fit tutorial for CMA-ES
Emmanuel Benazera
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introduced first MINOS version for CMA-ES + added control of ftolerance + added control of fixed variables and auto-maxiter stopping criteria
Emmanuel Benazera
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added to CMA-ES packagte the same tests that are available for Minuit2
Emmanuel Benazera
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fixes and additions to current set of fit tutorials for CMA-ES + new tutorials
Emmanuel Benazera
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Commits on May 27, 2014

Merge branch 'master' into cmaes4root_master
Emmanuel Benazera
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connected fUp to CMA-ES confidence interval (minos) computations
Emmanuel Benazera
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added control of max iterations and max functions eval to CMA-ES through wrapper
Emmanuel Benazera
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did bump the default max function budget for CMA-ES
Emmanuel Benazera
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Commits on Jun 3, 2014

Merge branch 'master' into cmaes4root_master
Emmanuel Benazera
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Commits on Jun 13, 2014

Merge branch 'master' into cmaes4root_master
Emmanuel Benazera
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Commits on Jun 16, 2014

Merge branch 'master' into cmaes4root_master
Emmanuel Benazera
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added support for MinimizerOptions with cmaes, fixes #4
Emmanuel Benazera
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using conservative min initial step-size value across all parameters for default cmaes initial value
Emmanuel Benazera
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adapted tutorials to new cmaes performances
Emmanuel Benazera
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added support for gradient information with cmaes when available
Emmanuel Benazera
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Commits on Jun 17, 2014

added cmaes full bench tutorial script
Emmanuel Benazera
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Commits on Jun 18, 2014

added more examples + fixes to cmaes bench script
Emmanuel Benazera
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added support for cmaes / minuit2 budget and cpu ratio to benchmark
Emmanuel Benazera
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fixed settings of fixed variables in cmaes minimizer
Emmanuel Benazera
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Commits on Jun 19, 2014

fixed clearing of parameter object in cmaes wrapper
Emmanuel Benazera
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new scheme in cmaes benchmark in order to compare algorithms on exact same random datasets
Emmanuel Benazera
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added new functions to cmaes benchmark, in new format
Emmanuel Benazera
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added combined fit cmaes benchmark to new format
Emmanuel Benazera
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completed migration of cmaes benchmarks
Emmanuel Benazera
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added control of number of cmaes benchmark loops over functions
Emmanuel Benazera
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Commits on Jun 20, 2014

first release of the cmaes / minuit2 benchmark tool and visualization
Emmanuel Benazera
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Commits on Jun 24, 2014

Merge branch 'master' into cmaes4root_master
Emmanuel Benazera
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added support for Edm to ROOT with CMA-ES, closes #6
Emmanuel Benazera
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filled up missing functions in CMA-ES minimizer wrapper
Emmanuel Benazera
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made CMA-ES minimizer's status compatible with those of Minuit2, closes #7
Emmanuel Benazera
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clean up of CMA-ES minimizer header
Emmanuel Benazera
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logscale + fixes to benchmark suite for CMA-ES and plot
Emmanuel Benazera
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improvements to CMA-ES benchmark suite
Emmanuel Benazera
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Commits on Jun 25, 2014

CMA-ES benchmark suite support for multiple lambda values
Emmanuel Benazera
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logging of freeDim variable
Emmanuel Benazera
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CMA-ES benchmark suite with multiple lambda values
Emmanuel Benazera
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reactivate all problems on CMA-ES benchmark
Emmanuel Benazera
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Commits on Jun 27, 2014

added linear scaling of input parameters to CMA-ES Minimizer, ref #5
Emmanuel Benazera
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added support for sigma as option to CMA-ES Minimizer
Emmanuel Benazera
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added optional linear scaling to CMA-ES Minimizer, ref #5
Emmanuel Benazera
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added support for optional linear scaling to CMA-ES benchmark suite, ref #5
Emmanuel Benazera
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updated CMA-ES lorentz tutorial with control of sigma and lambda
Emmanuel Benazera
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Commits on Jun 30, 2014

Merge branch 'master' into cmaes4root_master
Emmanuel Benazera
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Commits on Jul 1, 2014

Merge branch 'master' into cmaes4root_master
Emmanuel Benazera
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fixed sigma0 as conservative value when linear scaling is not activated and no sigma0 is specified for CMA-ES
Emmanuel Benazera
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Commits on Jul 2, 2014

fixed configure so that libcmaes location is configurable from command line
Emmanuel Benazera
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added computation of error bounds when geno/pheno tranform is active in CMA-ES + improved printing of results
Emmanuel Benazera
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Commits on Jul 7, 2014

Merge branch 'master' into cmaes4root_master
Emmanuel Benazera
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refactoring for new Minimizer getters for fTol, fUp and fMaxIter
Emmanuel Benazera
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Commits on Jul 8, 2014

Merge branch 'master' into cmaes4root_master
Emmanuel Benazera
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Commits on Jul 9, 2014

Merge branch 'master' into cmaes4root_master
Emmanuel Benazera
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Commits on Jul 11, 2014

added support of numerical gradient injection to cma-es wrapper
Emmanuel Benazera
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change for setting edm with cma-es
Emmanuel Benazera
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Merge branch 'master' into cmaes4root_master
Emmanuel Benazera
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Commits on Aug 11, 2014

Merge branch 'master' into cmaes4root_master
Emmanuel Benazera
committed

Commits on Aug 18, 2014

Merge branch 'master' into cmaes4root_master
Emmanuel Benazera
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update to the minuit/cmaes benchmark
Emmanuel Benazera
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Commits on Aug 20, 2014

major fix to CMA-ES / Minuit2 benchmark
Emmanuel Benazera
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Commits on Sep 9, 2014

Merge branch 'master' into cmaes4root_master
Emmanuel Benazera
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updated cmaes due to new setters/getters in libcmaes
Emmanuel Benazera
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merge with stash
Emmanuel Benazera
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fixed previous commit
Emmanuel Benazera
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fixed access to private cmaes pli members
Emmanuel Benazera
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Commits on Sep 15, 2014

added support for multihreaded objective function calls to CMA-ES from libcmaes
Emmanuel Benazera
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Commits on Sep 18, 2014

Merge branch 'master' into cmaes4root_master
Emmanuel Benazera
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added support for control of the quiet option of libcmaes through Minimizer's options
Emmanuel Benazera
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cmaes: added support for seed as an option + added example of a custom progress function
Emmanuel Benazera
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Commits on Sep 19, 2014

cmaes: fixed activation of gradient function when available from within ROOT
Emmanuel Benazera
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Commits on Sep 26, 2014

Merge branch 'master' into cmaes4root_master
Emmanuel Benazera
committed

Commits on Oct 25, 2014

Merge branch 'master' into cmaes4root_master
Emmanuel Benazera
committed

Commits on Nov 8, 2014

Merge branch 'master' into cmaes4root_master
Emmanuel Benazera
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fix wrt to cmaes API
Emmanuel Benazera
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Commits on Nov 10, 2014

cmaes working with cmake
Emmanuel Benazera
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fixes for cmake and configure building systems with cmaes
Emmanuel Benazera
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Commits on Nov 12, 2014

Merge branch 'root_master' into cmaes4root_master
Emmanuel Benazera
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fix for new cmaes pli accesors
Emmanuel Benazera
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Commits on Nov 17, 2014

Merge branch 'master' into cmaes4root_master
Emmanuel Benazera
committed

Commits on Nov 18, 2014

Support for CMA-ES minimizer based on libcmaes
Emmanuel Benazera
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Commits on Nov 21, 2014

allow cmake build with CMA-ES support without pkg-config nor full install of libcmaes
Emmanuel Benazera
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libcmaes and CMA-ES are OFF by default
Emmanuel Benazera
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fixed libcmaes flag in compilation
Emmanuel Benazera
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Commits on Nov 22, 2014

Merge branch 'master' into cmaes4root_master
Emmanuel Benazera
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cmake download libcmaes and eigen3, install them locally from scratch when compiling ROOT with CMA-ES support
Emmanuel Benazera
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cmake download libcmaes and eigen3, install them locally from scratch when compiling ROOT with CMA-ES support
Emmanuel Benazera
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Commits on Nov 25, 2014

Commits on Jan 5, 2015

added cmaes support README.md file
Emmanuel Benazera
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Commits on Feb 19, 2015

Merge branch 'root_master'
Emmanuel Benazera
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Commits on Feb 20, 2015

Merge branch 'master' into cmaes4root_master
Emmanuel Benazera
committed

Commits on Mar 2, 2015

Merge branch 'master' into cmaes4root_master
Emmanuel Benazera
committed

Commits on Mar 3, 2015

lower the default number of CMA-ES profile likelihood (aka Minos) iterations
Emmanuel Benazera
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activate full CMA-ES Root benchmark
Emmanuel Benazera
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CMA-ES glue code cleanup
Emmanuel Benazera
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added support for novel CMA-ES options: uncertainty handling and elitism
Emmanuel Benazera
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cleanup of the CMA-ES tutorial fit examples
Emmanuel Benazera
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Commits on Mar 6, 2015

connected libcmaes contour function
Emmanuel Benazera
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Merge branch 'cmaes4root_master' of github.com:beniz/root into cmaes4root_master
Emmanuel Benazera
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use libcmaes simplified algo setter
Emmanuel Benazera
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cleared compilation warnings of CMA-ES Minimizer
Emmanuel Benazera
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disabling libcmaes surrogates as unused in ROOT and for faster build of the library
Emmanuel Benazera
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added Scan function to CMAESMinimizer
Emmanuel Benazera
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Commits on Mar 9, 2015

using libcmaes errors() call for standard deviation
Emmanuel Benazera
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Merge branch 'root_master' into cmaes4root_master
Emmanuel Benazera
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Commits on Mar 10, 2015

added proper funding reference of the CMA-ES integration work
Emmanuel Benazera
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Merge branch 'cmaes4root_master' of github.com:beniz/root into cmaes4root_master
Emmanuel Benazera
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Commits on Apr 7, 2017

Merge branch 'master' into cmaes4root_master
Emmanuel Benazera
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Merge branch 'master' into cmaes4root_master
Emmanuel Benazera
committed

Commits on Apr 17, 2017

Merge pull request #11 from beniz/cmaes4root_master
beniz
authored